A Nonmonotonic Self-Adaptive Trust Region Algorithm
نویسندگان
چکیده
منابع مشابه
A Trust Region Algorithm for Solving Nonlinear Equations (RESEARCH NOTE)
This paper presents a practical and efficient method to solve large-scale nonlinear equations. The global convergence of this new trust region algorithm is verified. The algorithm is then used to solve the nonlinear equations arising in an Expanded Lagrangian Function (ELF). Numerical results for the implementation of some large-scale problems indicate that the algorithm is efficient for these ...
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A Abstract In a recent paper, the author (Ref. 1) proposed a trust-region algorithm for solving the problem of minimizing a non-linear function subject to a set of equality constraints. The main feature of the algorithm is that the penalty parameter in the merit function can be decreased whenever it is warranted. He studied the behavior of the penalty parameter and proved several global and loc...
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ژورنال
عنوان ژورنال: Pure Mathematics
سال: 2013
ISSN: 2160-7583,2160-7605
DOI: 10.12677/pm.2013.35048